+79.1%
META vs TMUS
+37.3%
+41.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.1% |
| 7D | -3.1% | +9.0% | -12.1% | -4.4% |
| 30D | -18.1% | -3.2% | -14.9% | -18.0% |
| 3M | +2.9% | -6.9% | +9.7% | +3.5% |
| 6M | +0.2% | -16.4% | +16.6% | +2.6% |
| YTD | -8.1% | -19.6% | +11.5% | -5.7% |
| 1Y | -4.5% | -19.9% | +15.4% | -2.0% |
| 3Y | +94.2% | +14.5% | +79.7% | +73.6% |
| 5Y | +79.1% | +37.7% | +41.4% | +78.6% |
| All | +79.1% | +37.3% | +41.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling